Mix flour, sugar, salt, and yeast together in a large bowl. Add water and 1/4 cup oil; mix into a dough. Knead until smooth and elastic, at least 10 minutes. Dust with extra flour if necessary.
Warm up the oven for 1 minute. Turn oven off.
Oil a large bowl; place dough inside and cover with cheesecloth. Place in the warmed oven until size has doubled, about 1 hour.
Punch down dough. Keep in the oven until risen, at least 15 minutes more. Knead dough onto a flat work surface and divide into 12 golf-sized balls. Roll out each ball and fill with choice of filling (see footnote for my chicken and pork filling). Gather and twist the edges together to secure the filling.
Place each siopao on a 3x3-inch piece of wax paper.
Place siopao in a steamer and steam for 30 minutes.
